+22.2%
MDLZ vs CLF
-51.2%
+73.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | +1.7% | -19.6% | +21.2% | +1.9% |
| 30D | +11.2% | -5.0% | +16.2% | +11.1% |
| 3M | +6.1% | -6.3% | +12.4% | +6.1% |
| 6M | +8.6% | +2.8% | +5.8% | +8.1% |
| YTD | +25.8% | -13.7% | +39.6% | +25.5% |
| 1Y | +21.7% | +13.6% | +8.1% | +20.6% |
| 3Y | +5.8% | -34.0% | +39.8% | +6.5% |
| All | +22.2% | -51.2% | +73.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling